Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129348.6286 | 103786.1125 | 25562.5161 | 175909.3225 | 156193.0776 | 19716.2449 |
Total P&L (%) | 129.3486 | 103.7861 | 25.5625 | 175.9093 | 156.1931 | 19.7162 |
Avg Daily Profit (%) | 0.2484 | 0.1993 | 0.0491 | 0.1951 | 0.1808 | 0.0346 |
Buy And Hold Return (%) | 53.0847 | 53.0847 | 53.0847 | 53.0847 | 53.0847 | 53.0847 |
Max Trade Drawdown | -25677 | -25481 | -27195 | -31328 | -42309 | -34140 |
Profit Factor | 1.7568 | 2.3988 | 1.2643 | 1.7218 | 2.5357 | 1.1388 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 45.3125 | 50 | 40.625 | 45.3125 | 50 | 40.625 |
Ratio Avg Win / Avg Loss | 2.1202 | 2.3988 | 1.8478 | 2.078 | 2.5357 | 1.6644 |
Largest Winning Trade | 28237 | 28237 | 19333 | 44794 | 44794 | 25524 |
Largest Losing Trade | -12273 | -12273 | -11722 | -21175 | -21175 | -15569 |
Avg Bars in Trades | 381 | 397 | 365 | 381 | 397 | 365 |
Avg Bars in Winners | 526 | 528 | 524 | 526 | 528 | 524 |
Avg Bars in Losers | 261 | 266 | 257 | 261 | 266 | 257 |
Bars Traded | 24432 | 12729 | 11703 | 24432 | 12729 | 11703 |
Profit Streak | 11.0721 | 97.8221 | 0 | 11.0721 | 97.8221 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138142 | 209993 | -296414 | -137519 | 358751 | -383458 |
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 134, "a": 0.93344 } }, "second_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 129348.6285841836, 103786.1125007358, 25562.5160834478, 175909.3224634795, 156193.0775928757, 19716.244870604 ], [ 129.348629, 103.786113, 25.562516, 175.909322, 156.193078, 19.716245 ], [ 0.248351, 0.199271, 0.04908, 0.195052, 0.180791, 0.034557 ], [ 53.084694, 53.084694, 53.084694, 53.084694, 53.084694, 53.084694 ], [ -25677, -25481, -27195, -31328, -42309, -34140 ], [ 1.756764, 2.398769, 1.26428, 1.721753, 2.535709, 1.13883 ], [ 64, 32, 32, 64, 32, 32 ], [ 29, 16, 13, 29, 16, 13 ], [ 35, 16, 19, 35, 16, 19 ], [ 45.3125, 50, 40.625, 45.3125, 50, 40.625 ], [ 2.120232, 2.398769, 1.847794, 2.077978, 2.535709, 1.664443 ], [ 28237, 28237, 19333, 44794, 44794, 25524 ], [ -12273, -12273, -11722, -21175, -21175, -15569 ], [ 381, 397, 365, 381, 397, 365 ], [ 526, 528, 524, 526, 528, 524 ], [ 261, 266, 257, 261, 266, 257 ], [ 24432, 12729, 11703, 24432, 12729, 11703 ], [ 11.072058, 97.822058, 0, 11.072059, 97.822059, 0 ], [ 1, 5, 0, 1, 5, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -138142, 209993, -296414, -137519, 358751, -383458 ] ] }
{ "trading_pair": "SOL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713286800000, "first_datapoint_time": 1713931200000, "last_datapoint_time": 1758285000000, "evaluation_time": 1758285825859, "expiration_time": 1764765000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 134, "a": 0.93344 } }, "second_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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